-91.8%
CDE vs PCAR
+12,989.1%
-13,080.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.7% | +2.7% | +5.4% |
| 7D | +23.5% | +2.9% | +20.6% | +22.7% |
| 30D | -4.0% | -2.1% | -1.8% | -3.4% |
| 3M | -5.4% | -20.4% | +15.0% | +0.2% |
| 6M | -11.3% | -7.0% | -4.3% | -9.5% |
| YTD | -7.6% | -2.6% | -5.0% | -6.5% |
| 1Y | +12.1% | +9.8% | +2.3% | +10.1% |
| 3Y | +652.0% | +37.3% | +614.7% | +590.8% |
| 5Y | +137.3% | +116.4% | +20.9% | +95.5% |
| 10Y | +50.3% | +293.0% | -242.7% | +6.9% |
| All | -91.8% | +12,989.1% | -13,080.9% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PCAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling